+1,962.8%
SO vs BB
+329.7%
+1,633.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +1.2% |
| 7D | -1.1% | +15.0% | -16.1% | -1.3% |
| 30D | +8.6% | +3.5% | +5.1% | +8.5% |
| 3M | +1.8% | +2.7% | -0.9% | +1.6% |
| 6M | +3.6% | +44.7% | -41.1% | +2.6% |
| YTD | +9.9% | +143.3% | -133.3% | +7.7% |
| 1Y | +5.7% | +102.2% | -96.5% | +3.9% |
| 3Y | +52.5% | +156.1% | -103.6% | +48.2% |
| 5Y | +77.3% | -17.6% | +94.9% | +75.0% |
| 10Y | +186.8% | +29.0% | +157.8% | +174.5% |
| All | +1,962.8% | +329.7% | +1,633.1% | +2,045.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling